Often times when you enter through the front doors of a business, you enter a small room, generally less than 10ft × 10ft, and then have to go through another set of doors to enter the building. The purpose of this room as I understand it is to create a buffer between the atmosphere outside and inside the building and prevent drafts. During the winter it helps to prevent heat from escaping from the inside of the building and during the summer it helps to keep the cool air conditioned air inside.

I've often seen these rooms so small they are barely big enough for two people to stand in.

10 Answers
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The difference between a foyer, lobby, vestibule, and reception depends upon function, size and structure.

A lobby and foyer are typically synonymous, but lobby implies that it is a larger size. For example, hotels and theaters have lobbies, but houses do not. A lobby does not need to be at the entryway (although it typically is). Lobby derives from old Latin lobbium, meaning gallery.

A hotel or theatre could have a foyer, but that would typically be a small room off of the entryway. A house can also have a foyer. Foyer derives from focarium, Latin for center of focus.

A vestibule is also small room at the entryway into a building. It is derived from the Latin vestibulum meaning forecourt. It would be rare in AmE to describe a house as having a vestibule. It is a dictionary synonym to the other two, but in common usage I would say it is related more than synonymous.

Of the three there may be dialectal differences governing which to choose. For me, in (New York) AmE, a lobby is larger than a foyer,which is larger than a vestibule. But, I gather they can be used fairly interchangeably in other dialects.

Reception (short for reception desk or center) is the last of these, and it is not an exact synonym. Reception is typically located in one of the the three above. It is the place where people who enter are greeted, typically by a receptionist.

Good answer. Reception is also commonly located in a much larger room, beyond any foyer or vestibule. A fancy hotel, for example, might have a foyer with a valet stand and curb-side check-in, a vestibule attached to that, and a lobby beyond those where the main reception desk is located.
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Patrick MMar 21 '14 at 14:59

@druciferre When I was younger, my mother once told me she'd have the police lock me in one of those if I didn't stop whining. So perhaps "maximum security preschooler prison" is another term.
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Jason CMar 23 '14 at 8:21

An anteroom is a small room which acts as an entrance to a larger room.

However, for a business, in British English at least, foyer or reception would be used. Although in each of these cases there would be a receptionist present. An anteroom would not necessarly be permanently occupied.

I would expect an anteroom to be fully inside the building. The question is specifically asking about the space between two sets of doors at the entrance to a building and the foyer or reception would be inside the second set of such doors.
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David RicherbyMar 22 '14 at 16:49

Then there are the other terms used but they're not necessarily single words.

For example, I hear corporates using the term 'front-desk' or 'front-office'. Note that the term desk is not always the desk itself, but the place where the desk is. Perhaps this is not linguistically correct, but it is how people use it. It is similar to tech staff saying 'bring your CPU' when they mean bring the 'system box'. But in reality the CPU is within the box.

The question is specifically asking about the space between two sets of doors at the entrance to a building. The lobby/front desk/front office would be inside the second set.
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David RicherbyMar 22 '14 at 16:47

I agree with DavidM that the most technical word for it is vestibule, however, most people where I live (central Canada) would call that little room in an office building, containing the inner and outer doors, an entranceway.

Vestibule is a common term for a room that fits your functional description:

In contemporary usage, a vestibule constitutes an area surrounding the exterior door. It acts as an ante-chamber between the exterior and the interior structure. Often it connects the doorway to a lobby or hallway. It is the space one occupies once inside the door, but not yet into the main interior of the building.

This paper describes how vestibules are used exactly for the purpose you describe.

Saving energy in residential and commercial buildings is considered to be a key area to achieve significant energy saving nationwide1...Along with whole building air leakage, air infiltration through door openings can be an important factor when doors are used frequently... Vestibules or revolving doors are often considered as design measures to decrease the air infiltration through door openings and ultimately to reduce the whole building energy use when doors are used frequently.

Vestibules include revolving doors and swing doors (ref). On the other hand, they can simply be rooms at the entrance to a building, as this White House floor plan illustrates:

I would call "entranceway", "entryway", or "entry" the small room, generally less than 10 ft. by 10 ft., separated by a double set of doors at the entrance of a business facility. The foyer (or lobby if larger) is usually the room found right after entering through the second set of doors.

"Vestibule" is the technical term for a commercial/office building entryway.

The question is specifically asking about the space between two sets of doors at the entrance to a building. The reception would be inside the second set.
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David RicherbyMar 22 '14 at 16:46

@DavidRicherby As far as I know, a reception room is in AmE what is called in BE a function room, i.e. a room in a hotel, office building, sports center, etc., suitable for large parties, receptions, meetings, banquets, and other social events.
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ElianMar 24 '14 at 11:31

@NourishedGourmet Good point -- it means the same in British English (i.e., the reception is where the receptionist sits; the reception room is where functions are held).
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David RicherbyMar 24 '14 at 13:17

@DavidRicherby But seemingly, by analogy with "reception area", "reception room" (and broadly "reception") can also refer in BE to the room where the reception desk lies. It would presumably be called in AmE a front room, or a lobby, or a foyer if a small one. Unlike saying "front desk area", saying "front desk room" would sound kind of weird to my ear. dictionary.reference.com/browse/reception
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ElianMar 24 '14 at 14:30

I think that the other answers are not directly referring to the small room you are talking about. On the other hand, no one would say that an enterprise building has an airlock, as this implies an air tight chamber.

Others have mentioned the terms "airlock" and "vestibule", but in the specific case of a bank it is known, at least informally, as a "mantrap": the doors can be locked remotely, keeping a bank robber trapped until the police arrive.